In iCloud there is only one account that all my iCloud email plus the three external domain emails are delivered to.
In Outlook, the iCloud email account is set up with iCloud server using an application specific password for Outlook that is generated by Apple when logged into iCloud.com.
This will create an iMAP account in Outlook for iCloud email. All email to @iCloud.com and @externaldomain.com will end up in that account.
This gets a little messy for 4 email addresses, so in my case I set up three additional Outlook inboxes, one for each of the external domain email addresses. To route emails to the right inboxes, Outlook rules are used to move external domain emails from the iCloud inbox to the external domain inboxes.